When FINRA dey Release Short Interest?
FINRA dey publish short interest twice every month, around mid-month and month-end, about two weeks after each settlement date. See the live release schedule and lag.
Short interest dey come out twice every month according to fixed FINRA schedule: one settlement date for middle of the month, another one for month-end. The compiled file dey become public roughly eight business days after each date. The newest short interest print for this page na the Aug 14, 2026 settlement. E cover 22480 securities, and e show up 18 days after the positions wey e count don record. This page na live update of that calendar: recent settlement dates, the mid-month/month-end rhythm, plus the measured gap between when dem snapshot a position and when you fit see am.
FINRA dey release short interest when?
FINRA dey run two settlement dates every month. Brokers dey take snapshot of the shares wey dem hold short for their accounts on each date, file the totals, and FINRA dey compile one number for each security before e release the file about eight business days later. The settlement dates dey fall around the 15th and around the last trading day of the month, so one full year get 24 prints. Na the most recent settlement dates wey dey on file be these, with the number of names wey dem report for each one.
| settlement_date | names wey dem report |
|---|---|
| 2026-08-14 | 22480 |
| 2026-07-31 | 22339 |
| 2026-07-15 | 22373 |
| 2026-06-30 | 22207 |
| 2026-06-15 | 22178 |
| 2026-05-29 | 21987 |
| 2026-05-15 | 21894 |
| 2026-04-30 | 21820 |
| 2026-04-15 | 21757 |
| 2026-03-31 | 21678 |
| 2026-03-13 | 21587 |
| 2026-02-27 | 21576 |
| 2026-02-13 | 21528 |
| 2026-01-30 | 21373 |
| 2026-01-15 | 21262 |
| 2025-12-31 | 21200 |
The exact SQL behind every number
SELECT settlement_date,
count() AS names_reported
FROM global_markets.stocks_short_interest
GROUP BY settlement_date
ORDER BY settlement_date DESC
LIMIT 16The count dey around 22480 names for the newest print and e dey stay within narrow band across the whole series. Na this stability matter: every US equity wey get reportable short position dey appear for every print. So the file na full-market census wey dey come out on regular schedule, no be sampled feed. Na the positioning dey change from one settlement to another, no be the coverage. To see the names wey carry the heaviest positions for the latest print, check the stocks wey get the highest short interest; for the definition itself, wetin short interest be explain the mechanics.
Mid-month and month-end: di rhythm wey happen twice every month
Schedule easy to read as two numbers for each settlement: the day of the month wey e fall on, and how many days dey between am and the previous one. Mid-month prints dey gather around 15th, while month-end prints dey near 30th. The gap between consecutive settlement dates dey remain close to two weeks throughout the year.
| settlement_date | day for month | days since prior |
|---|---|---|
| 2025-12-31 | 31 | 16 |
| 2026-01-15 | 15 | 15 |
| 2026-01-30 | 30 | 15 |
| 2026-02-13 | 13 | 14 |
| 2026-02-27 | 27 | 14 |
| 2026-03-13 | 13 | 14 |
| 2026-03-31 | 31 | 18 |
| 2026-04-15 | 15 | 15 |
| 2026-04-30 | 30 | 15 |
| 2026-05-15 | 15 | 15 |
| 2026-05-29 | 29 | 14 |
| 2026-06-15 | 15 | 17 |
| 2026-06-30 | 30 | 15 |
| 2026-07-15 | 15 | 15 |
| 2026-07-31 | 31 | 16 |
| 2026-08-14 | 14 | 14 |
The exact SQL behind every number
SELECT settlement_date,
toDayOfMonth(settlement_date) AS day_of_month,
dateDiff('day', prior, settlement_date) AS days_since_prior
FROM (
SELECT settlement_date,
lagInFrame(settlement_date) OVER (ORDER BY settlement_date) AS prior
FROM (
SELECT DISTINCT settlement_date
FROM global_markets.stocks_short_interest
ORDER BY settlement_date DESC
LIMIT 17
)
ORDER BY settlement_date
)
WHERE prior > toDate('2000-01-01')
ORDER BY settlement_dateThe two latest settlements happen on day 31 and day 14 of their months, and the gap between dem na 14 days. Check the days_since_prior column down, and you go see say the numbers dey around 14 to 17: the mid-to-end leg of the month short, while the end-to-mid leg carry the extra days from the calendar turn. The average na about two weeks. If settlement date fall on weekend or market holiday, schedule go shift to the previous trading day. Na why day-of-month column show 13 or 14 for some months, and 15 for others, instead of one fixed number. Dem publish the schedule one year ahead, so the next two dates always dey knowable: take the latest date on file, then move forward to the next date around 15th and the month-end.
Settlement date finish, how long after e dey become public?
Settlement date na when dem measure the position. Publication dey happen later. This warehouse dey timestamp every row when e arrive. So, for settlements wey e receive one by one after the first archive load, the gap between settlement date and the first time the data show for the file na direct measure of the real publication pipeline.
| settlement_date | don arrive here | publication lag days |
|---|---|---|
| 2026-03-13 | 2026-04-01 | 19 |
| 2026-03-31 | 2026-04-10 | 10 |
| 2026-04-15 | 2026-05-01 | 16 |
| 2026-04-30 | 2026-05-11 | 11 |
| 2026-05-15 | 2026-06-10 | 26 |
| 2026-05-29 | 2026-06-10 | 12 |
| 2026-06-15 | 2026-07-01 | 16 |
| 2026-06-30 | 2026-07-11 | 11 |
| 2026-07-15 | 2026-08-01 | 17 |
| 2026-07-31 | 2026-08-11 | 11 |
| 2026-08-14 | 2026-09-01 | 18 |
The exact SQL behind every number
WITH first_arrival AS (
SELECT settlement_date,
toDate(min(_ingest_time)) AS arrived
FROM global_markets.stocks_short_interest
GROUP BY settlement_date
),
bulk_days AS (
SELECT arrived
FROM first_arrival
GROUP BY arrived
HAVING count() > 5
)
SELECT settlement_date,
toString(arrived) AS arrived_here,
dateDiff('day', settlement_date, arrived) AS publication_lag_days
FROM first_arrival
WHERE arrived NOT IN (SELECT arrived FROM bulk_days)
ORDER BY settlement_dateEach bar na one settlement, measured on the date and on file publication_lag_days later. The latest settlement wey arrive incrementally, 2026-08-14, show up 18 days after the fact; the one before am take 11 days. The full range, for one row:
| settlements wey dem measure | fastest lag days | median lag days | slowest lag days |
|---|---|---|---|
| 11 | 10 | 16 | 26 |
The exact SQL behind every number
WITH first_arrival AS (
SELECT settlement_date,
toDate(min(_ingest_time)) AS arrived
FROM global_markets.stocks_short_interest
GROUP BY settlement_date
),
bulk_days AS (
SELECT arrived
FROM first_arrival
GROUP BY arrived
HAVING count() > 5
),
organic AS (
SELECT settlement_date,
dateDiff('day', settlement_date, arrived) AS lag
FROM first_arrival
WHERE arrived NOT IN (SELECT arrived FROM bulk_days)
)
SELECT count() AS settlements_measured,
min(lag) AS fastest_lag_days,
round(quantileDeterministic(0.5)(lag, cityHash64(settlement_date)), 1) AS median_lag_days,
max(lag) AS slowest_lag_days
FROM organicAcross 11 settlements wey arrive one by one, the fastest print land 10 days after the settlement date, while the slowest take 26 days; the median na 16 days. Na this measurement support the "two weeks old" reputation wey short interest get, no be just claim. Dem explain every step for that pipeline — the snapshot, filing deadline, compilation and dissemination — for why short interest data dey always two weeks old, while the full FINRA dataset dey documented for the FINRA short interest data guide.
Where the cycle dey stand now
For any time, one settlement date don happen already but dem never publish am. This panel na the live record of that state.
| latest settlement wey dey file | latest label | latest day for month | securities wey dey that print | publication lag days for am | rows after latest |
|---|---|---|---|---|---|
| 2026-08-14 | Aug 14, 2026 | 14 | 22480 | 18 | 0 |
The exact SQL behind every number
WITH (SELECT max(settlement_date) FROM global_markets.stocks_short_interest) AS latest
SELECT toString(latest) AS latest_settlement_on_file,
formatDateTime(latest, '%b %e, %Y') AS latest_label,
toDayOfMonth(latest) AS latest_day_of_month,
(SELECT count() FROM global_markets.stocks_short_interest
WHERE settlement_date = latest) AS securities_in_that_print,
(SELECT dateDiff('day', latest, toDate(min(_ingest_time))) FROM global_markets.stocks_short_interest
WHERE settlement_date = latest) AS its_publication_lag_days,
(SELECT count() FROM global_markets.stocks_short_interest
WHERE settlement_date > latest) AS rows_after_latestThe latest short interest print wey dey on file na the Aug 14, 2026 settlement, day 14 of the month. E cover 22480 securities, and dem deliver am 18 days after the fact. The settlement after am show 0 rows. Dem never publish am, and based on the delays we measure above, that one dey fully expected. We deliberately limit that column to zero. When the next print land, the limit go trigger, and dem go hold this page for refresh instead of quietly serving stale calendar data. Join this with the near-real-time daily short-volume file, and you get two FINRA feeds wey dey run on two clocks: one twice-monthly census of positions held, and one daily tally of short-sale flow.
FAQ
Short interest dey report how often?
Two times every month. FINRA dey set one settlement date around the middle of the month and another one near the end. So, one calendar year get 24 short interest prints. Every US equity wey get reportable short position dey show for every print. 22480 of dem dey fall under the Aug 14, 2026 settlement.
How long after settlement date dem dey publish short interest?
About eight business days. For all the settlements wey this database receive as live deliveries, the gap between settlement date and first publication dey range from 10 to 26 calendar days. The median na 16 days. The newest print for the file arrive 18 days after e settlement date.
Wetin be FINRA short interest settlement dates?
FINRA dey publish the schedule one year ahead. The dates dey fall around the 15th and near the last business day of each month. If any date land for weekend or holiday, dem shift am to the previous trading day. The most recent one for the file na Aug 14, 2026. The gap between the two latest settlements na 14 days.
Dem dey release short interest every day?
No. For US, dem no dey publish any disclosed short interest number every day. FINRA dey publish daily short-volume file, but e dey count short-sale trading flow, no be positions wey people hold. Vendors also dey sell daily short-interest estimates wey dem model from securities-lending data. The disclosed figure wey come from settlement data dey available only two times every month. The short interest primer explain the difference.
Every panel above come with the SQL wey produce am. You fit expand any one to audit the numbers, or run the settlement calendar yourself for the Strasmore terminal.